+92.3%
IBB vs BIIB
+9.9%
+82.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +1.7% |
| 7D | +2.7% | +2.4% | +0.4% | +1.8% |
| 30D | +6.3% | +12.9% | -6.6% | +1.3% |
| 3M | +11.1% | +22.6% | -11.5% | +2.5% |
| 6M | +29.2% | +31.7% | -2.5% | +15.0% |
| YTD | +30.2% | +44.8% | -14.6% | +10.3% |
| 1Y | +39.5% | +63.9% | -24.4% | +11.6% |
| 3Y | +92.3% | +13.5% | +78.9% | +73.2% |
| All | +92.3% | +9.9% | +82.5% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BIIB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling